Variational Outlier-Robust Gaussian Process Regression with Generative Modeling

Abstract:Outliers can substantially distort Gaussian process regression (GPR) due to its conventional Gaussian observation likelihood, leading to inaccurate model learning and prediction. To address this limitation, this article introduces a generative GPR model that captures observation-specific contamination and adaptively mitigates the influence of outliers. Subsequently, a variational generalized expectation-maximization procedure is used to learn the latent variables and GPR model parameters. Experiments on synthetic and real datasets under different contamination settings demonstrate that the proposed method remains competitive with-and in several cases outperforms-robust GPR baselines in prediction accuracy. Moreover, the proposed method shares the cubic computational scaling of the compared GPR methods.

Machine Learning (cs.LG)

arXiv:2608.16606 [cs.LG]

(or arXiv:2608.16606v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2608.16606 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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